OEK

Welcome to the homepage of the chair of econometrics!



 Sat, 01. Feb. 2020   Rammert, Timo

Verabschiedung Alexander Gerber

Zum Ende dieser Woche haben wir unseren geschätzten Kollegen Alexander Gerber von unserem Lehrstuhl verabschiedet. Alexander wird in Zukunft tatkräftig ein junges StartUp als Data Scientist unterstützen. Wir bedanken uns...
read on
 Mon, 06. Jan. 2020   Rammert, Timo

Paper "Where does the tail begin? An approach based on scoring rules"

The paper "Where does the tail begin? An approach based on scoring rules" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal Econometric Reviews. The publication can be found here.
read on
 Fri, 03. Jan. 2020   Rammert, Timo

Verabschiedung Jonathan Berrisch und Alexander Blasberg

Zum Ende des Jahres 2019 haben Jonathan Berrisch und Alexander Blasberg unseren Lehrstuhl verlassen. Wir bedauern es zwei sehr geschätzte Kollegen zu verlieren, möchten uns aber zeitgleich für ihre hervorragende Arbeit als...
read on
 Wed, 11. Dec. 2019   Massing, Till

SHK gesucht

Der Lehrstuhl für Ökonometrie sucht studentische Hilfskräfte. Details entnehmen Sie bitte der Ausschreibung.
read on
 Mon, 23. Sep. 2019   Rammert, Timo

Paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles"

The paper "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles" by Dr. Yannick Hoga has been accepted for the Journal of Financial Econometrics. The paper can be viewed here.
read on
 Mon, 09. Sep. 2019   Rammert, Timo

Paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" published.

The paper "What is the best Lévy model for stock indices? A comparative study with a view to time consistency" by Dr. Till Massing has been accepted by the peer reviewed Journal Financial Markets and Portfolio Management. The...
read on
 Fri, 12. Jul. 2019   Arnold, Martin

Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" published.

The Paper "On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions" by Prof. Dr. Christoph Hanck and Martin Arnold has been accepted by the peer reviewed Journal of Risk and Financial...
read on
 Tue, 21. May. 2019   Rammert, Timo

Paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" published.

The paper "Local asymptotic normality for Student-Lévy processes under high-frequency sampling" by Dr. Till Massing has been accepted by the peer reviewed Journal Statistics.
read on
 Wed, 17. Apr. 2019   Rammert, Timo

PhDs awarded to Till Massing und Jan Prüser

The chair of econometrics congratulates Till Massing and Jan Prüser for successfully completing their doctoral studies. The topic of Till Massing's dissertation is "Stochastic Properties of Student-Lévy Processes with...
read on
 Tue, 05. Mar. 2019   Rammert, Timo

Preparatory course in R

This term we will offer a preparatory course in R which gives an introduction to the statistical programming language R. All students with no or little knowledge in R who want to take the course time series analysis are strongly...
read on
 Mon, 11. Feb. 2019   Schmelzer, Martin

Paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" published.

The paper "E-Assessment Using Variable-Content Exercises in Mathematical Statistics" by Till Massing et. al. has been accepted by the peer reviewed Journal of Statistics Education.
read on
 Thu, 10. Jan. 2019   Rammert, Timo

Paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach"

The paper "Extending the Limits of Backtesting via the ‘Vanishing p’ Approach" by Dr. Yannick Hoga has been accepted by the peer reviewed Journal of Time Series Analysis. The publication can be viewed here.
read on

Currently showing 1 to 12 out of 33